Example 1: Minimum of a multivariate function
The minimum of is found using function evaluations only.
import com.imsl.math.*;
public class MinUnconMultiVarEx1 {
public static void main(String args[]) throws Exception {
MinUnconMultiVar solver = new MinUnconMultiVar(2);
solver.setGuess(new double[]{-1.2, 1.0});
double x[] = solver.computeMin(new MinUnconMultiVar.Function() {
public double f(double[] x) {
return 100. * ((x[1] - x[0] * x[0]) * (x[1] - x[0] * x[0]))
+ (1. - x[0]) * (1. - x[0]);
}
});
System.out.println("Minimum point is (" + x[0] + ", " + x[1] + ")");
}
}
Output
Minimum point is (0.9999999672651304, 0.9999999330452095)
Link to Java source.